Here is a little sample VS2010 program that creates a ticket. It may help you get started.
To get it working, you need to use your API_KEY, SECRET_KEY and API_URL.

In VS2010, add a reference to KayakoRestApi.dll. I put it in the .\bin\Debug folder with the program executable.
Also, I had to change the default target framework in the project properties to .NET Framework 4, NOT: .NET Framework 4 Client Profile.